+42.0%
XLP vs TT
+129.2%
-87.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.6% |
| 7D | +0.7% | -2.0% | +2.7% | +1.0% |
| 30D | +10.3% | -14.0% | +24.3% | +12.4% |
| 3M | +6.5% | -15.9% | +22.4% | +9.0% |
| 6M | +8.4% | -17.3% | +25.7% | +10.8% |
| YTD | +18.2% | +4.0% | +14.2% | +15.6% |
| 1Y | +22.4% | -7.1% | +29.5% | +22.2% |
| 3Y | +41.9% | +90.2% | -48.3% | +16.9% |
| All | +42.0% | +129.2% | -87.2% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling